+1,842.6%
UMC vs CPB
-45.3%
+1,887.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +9.0% | -1.8% | +10.8% | +8.8% |
| 30D | +17.2% | -7.1% | +24.3% | +16.6% |
| 3M | +11.4% | -6.0% | +17.5% | +11.2% |
| 6M | +137.5% | -5.3% | +142.8% | +137.4% |
| YTD | +193.1% | -20.8% | +214.0% | +191.1% |
| 1Y | +240.3% | -33.8% | +274.1% | +235.5% |
| 3Y | +262.2% | -43.7% | +305.9% | +254.3% |
| 5Y | +143.1% | -40.7% | +183.8% | +139.2% |
| All | +1,842.6% | -45.3% | +1,887.9% | +1,782.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling